๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Note on Non-Parametric Tests for the Change-Point Problem

โœ Scribed by Dr. James A. Koziol


Publisher
John Wiley and Sons
Year
1987
Tongue
English
Weight
196 KB
Volume
29
Category
Article
ISSN
0323-3847

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On Testing for a Change-Point in Varianc
โœ M. Ishaq Bhatti; Jinglong Wang ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 109 KB ๐Ÿ‘ 2 views

This paper addresses the problem of testing for a change about the variance of sequence of normal random variables with unknown means. It compares the power performance of five tests, namely: L-test based on Lehmann's (1951) U-statistic, B-test based on bayesian method, R-test derived from likelihoo